Options Pricing Monte Carlo
Options & Financial Calculator
Free · In‑App Purchases · Designed for iPad
Price options with Black Scholes, or get Implied Vol. Use Monte Carlo to price options or use Heston model with Stochastic Vol!
The Options Pricing Monte Carlo app prices power options: max(S^i -K,0) or max(K-S^i,0). It also shows the % of paths with positive payoffs. The normal inverse is calculated with Beasley-Springer-Moro method.
The Heston tab is used to price options under stochastic volatility using Monte Carlo.
It also prices European options using Black-Scholes and can also calculate Implied Vol. Normal is calculated by direct integration using Simpson method with a low tolerance.
So 4 calculators in one:
- Monte Carlo simulator for regular European and Power options.
- Monte Carlo simulator for European options with stochastic vol (Heston model).
- Black Scholes calculator for price and greeks and implied vol.
- Simulation tab lets you visualize Brownian Motion with drift. (2D or vs time).
Ratings & Reviews
Completely new UI.
The developer, Tenacious App Production, LLC, indicated that the app’s privacy practices may include handling of data as described below. For more information, see the developer’s privacy policy .
Data Not Collected
The developer does not collect any data from this app.
Accessibility
The developer has not yet indicated which accessibility features this app supports. Learn More
Information
- Seller
- Tenacious App Production, LLC
- Size
- 4.5 MB
- Category
- Finance
- Compatibility
Requires iOS 13.0 or later.
- iPhone
Requires iOS 13.0 or later. - iPad
Requires iPadOS 13.0 or later. - iPod touch
Requires iOS 13.0 or later. - Mac
Requires macOS 11.0 or later and a Mac with Apple M1 chip or later. - Apple Vision
Requires visionOS 1.0 or later.
- Languages
- English
- Age Rating
4+
- 4+
- In-App Purchases
Yes
- Diamond Bag $1.99
- Mega Diamond Bag $3.99
- Large Diamond Bag $2.99
- Copyright
- © 2018 Alan Coman